ActiveSheet.OLEObjects("TextBox1").Object.BackColor = RGB(250, 250, 0)
If it's an ActiveX control, select Design Mode from the Developer tab, then right click on the text box, choose View Code, then enter this line in the macro template:
Code:ActiveSheet.OLEObjects("TextBox1").Object.BackColor = RGB(250, 250, 0)
Private Sub TextBox1_Change()
ActiveSheet.OLEObjects("TextBox1").Object.BackColor = RGB(250, 250, 0)
End Sub